The quality option in the Treasury bond futures market : an empirical assessment
Year of publication: |
1986
|
---|---|
Authors: | Kane, Alex |
Other Persons: | Marcus, Alan J. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 6.1986, 2, p. 231-248
|
Subject: | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | USA | United States | 1978-1982 |
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